CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2296 |
1.2321 |
0.0025 |
0.2% |
1.2149 |
| High |
1.2407 |
1.2327 |
-0.0080 |
-0.6% |
1.2407 |
| Low |
1.2264 |
1.2251 |
-0.0013 |
-0.1% |
1.2069 |
| Close |
1.2333 |
1.2285 |
-0.0048 |
-0.4% |
1.2333 |
| Range |
0.0143 |
0.0076 |
-0.0067 |
-46.9% |
0.0338 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
302 |
1,610 |
1,308 |
433.1% |
3,721 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2516 |
1.2476 |
1.2327 |
|
| R3 |
1.2440 |
1.2400 |
1.2306 |
|
| R2 |
1.2364 |
1.2364 |
1.2299 |
|
| R1 |
1.2324 |
1.2324 |
1.2292 |
1.2306 |
| PP |
1.2288 |
1.2288 |
1.2288 |
1.2279 |
| S1 |
1.2248 |
1.2248 |
1.2278 |
1.2230 |
| S2 |
1.2212 |
1.2212 |
1.2271 |
|
| S3 |
1.2136 |
1.2172 |
1.2264 |
|
| S4 |
1.2060 |
1.2096 |
1.2243 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3284 |
1.3146 |
1.2519 |
|
| R3 |
1.2946 |
1.2808 |
1.2426 |
|
| R2 |
1.2608 |
1.2608 |
1.2395 |
|
| R1 |
1.2470 |
1.2470 |
1.2364 |
1.2539 |
| PP |
1.2270 |
1.2270 |
1.2270 |
1.2304 |
| S1 |
1.2132 |
1.2132 |
1.2302 |
1.2201 |
| S2 |
1.1932 |
1.1932 |
1.2271 |
|
| S3 |
1.1594 |
1.1794 |
1.2240 |
|
| S4 |
1.1256 |
1.1456 |
1.2147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2407 |
1.2069 |
0.0338 |
2.8% |
0.0124 |
1.0% |
64% |
False |
False |
969 |
| 10 |
1.2407 |
1.2069 |
0.0338 |
2.8% |
0.0112 |
0.9% |
64% |
False |
False |
830 |
| 20 |
1.2689 |
1.2069 |
0.0620 |
5.0% |
0.0105 |
0.9% |
35% |
False |
False |
542 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0107 |
0.9% |
29% |
False |
False |
343 |
| 60 |
1.3181 |
1.2069 |
0.1112 |
9.1% |
0.0094 |
0.8% |
19% |
False |
False |
246 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0077 |
0.6% |
18% |
False |
False |
186 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0065 |
0.5% |
17% |
False |
False |
150 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.6% |
0.0058 |
0.5% |
15% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2650 |
|
2.618 |
1.2526 |
|
1.618 |
1.2450 |
|
1.000 |
1.2403 |
|
0.618 |
1.2374 |
|
HIGH |
1.2327 |
|
0.618 |
1.2298 |
|
0.500 |
1.2289 |
|
0.382 |
1.2280 |
|
LOW |
1.2251 |
|
0.618 |
1.2204 |
|
1.000 |
1.2175 |
|
1.618 |
1.2128 |
|
2.618 |
1.2052 |
|
4.250 |
1.1928 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2289 |
1.2282 |
| PP |
1.2288 |
1.2279 |
| S1 |
1.2286 |
1.2276 |
|